+221.9%
COMP vs NTRS
+166.2%
+55.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.7% |
| 7D | +4.1% | +1.7% | +2.4% | +3.0% |
| 30D | -14.5% | +0.1% | -14.7% | -14.7% |
| 3M | +41.8% | +9.8% | +32.0% | +33.0% |
| 6M | +23.6% | +34.7% | -11.1% | +1.3% |
| YTD | +1.7% | +37.4% | -35.7% | -17.4% |
| 1Y | +12.6% | +48.2% | -35.6% | -13.3% |
| 3Y | +221.9% | +163.5% | +58.4% | +37.9% |
| All | +221.9% | +166.2% | +55.7% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NTRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling